Home > Community Bank of the South > Securities
Community Bank of the South, Securities
| 2023-12-31 | Rank | |
| Total securities | $81,554,000 | 1,964 |
| U.S. Government securities | $57,137,000 | 1,709 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $57,137,000 | 1,482 |
| Securities issued by states & political subdivisions | $24,417,000 | 1,584 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,527,000 | 1,360 |
| Mortgage-backed securities | $57,137,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,264,000 | 890 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 2,558 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,766,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $81,554,000 | 1,759 |
| Total debt securities | $81,554,000 | 1,950 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $79,214,000 | 1,979 |
| U.S. Government securities | $55,954,000 | 1,717 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $55,954,000 | 1,478 |
| Securities issued by states & political subdivisions | $23,260,000 | 1,617 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,524,000 | 1,390 |
| Mortgage-backed securities | $55,954,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,467,000 | 888 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 2,552 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,378,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $79,214,000 | 1,763 |
| Total debt securities | $79,215,000 | 1,965 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $83,362,000 | 1,964 |
| U.S. Government securities | $59,170,000 | 1,701 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $59,170,000 | 1,461 |
| Securities issued by states & political subdivisions | $24,192,000 | 1,636 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,228,000 | 1,255 |
| Mortgage-backed securities | $59,170,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,211,000 | 877 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,551 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,843,000 | 410 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $83,362,000 | 1,750 |
| Total debt securities | $83,362,000 | 1,951 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $85,869,000 | 2,004 |
| U.S. Government securities | $61,576,000 | 1,741 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $61,576,000 | 1,435 |
| Securities issued by states & political subdivisions | $24,293,000 | 1,678 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,364,000 | 1,225 |
| Mortgage-backed securities | $61,576,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $49,253,000 | 887 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 2,582 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,202,000 | 422 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $85,869,000 | 1,786 |
| Total debt securities | $85,868,000 | 1,990 |
| 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 | $87,383,000 | 2,008 |
| U.S. Government securities | $63,558,000 | 1,727 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $63,558,000 | 1,398 |
| Securities issued by states & political subdivisions | $23,825,000 | 1,750 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,364,000 | 1,132 |
| Mortgage-backed securities | $63,558,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,305,000 | 870 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,596 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,126,000 | 426 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $87,383,000 | 1,789 |
| Total debt securities | $87,383,000 | 1,992 |
| 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 | $87,011,000 | 2,009 |
| U.S. Government securities | $63,191,000 | 1,755 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $63,191,000 | 1,415 |
| Securities issued by states & political subdivisions | $23,820,000 | 1,743 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,102,000 | 1,175 |
| Mortgage-backed securities | $63,191,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,884,000 | 886 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 2,606 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,173,000 | 434 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $87,011,000 | 1,799 |
| Total debt securities | $87,012,000 | 1,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $82,023,000 | 2,109 |
| U.S. Government securities | $57,387,000 | 1,865 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $57,387,000 | 1,544 |
| Securities issued by states & political subdivisions | $24,636,000 | 1,761 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,237,000 | 1,216 |
| Mortgage-backed securities | $57,387,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $45,955,000 | 994 |
| Issued or guaranteed by U.S. | $45,955,000 | 977 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $143,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,633 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $11,289,000 | 834 |
| Commercial mortgage pass-through securities | $11,289,000 | 459 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $82,023,000 | 1,944 |
| Total debt securities | $82,023,000 | 2,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $58,538,000 | 2,558 |
| U.S. Government securities | $40,668,000 | 2,245 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $40,668,000 | 1,934 |
| Securities issued by states & political subdivisions | $17,870,000 | 2,116 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,536,000 | 1,245 |
| Mortgage-backed securities | $40,668,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $28,178,000 | 1,407 |
| Issued or guaranteed by U.S. | $28,178,000 | 1,381 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $162,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,618 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $12,328,000 | 807 |
| Commercial mortgage pass-through securities | $12,328,000 | 440 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $58,538,000 | 2,376 |
| Total debt securities | $58,537,000 | 2,541 |
| 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 | $45,441,000 | 2,820 |
| U.S. Government securities | $26,423,000 | 2,613 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $26,423,000 | 2,371 |
| Securities issued by states & political subdivisions | $19,018,000 | 2,095 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,865,000 | 1,383 |
| Mortgage-backed securities | $26,423,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $12,935,000 | 2,060 |
| Issued or guaranteed by U.S. | $12,935,000 | 1,999 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $178,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,617 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $13,310,000 | 778 |
| Commercial mortgage pass-through securities | $13,310,000 | 414 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $45,441,000 | 2,651 |
| Total debt securities | $45,441,000 | 2,804 |
| 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 | $45,002,000 | 2,778 |
| U.S. Government securities | $25,674,000 | 2,580 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $25,674,000 | 2,392 |
| Securities issued by states & political subdivisions | $19,328,000 | 2,044 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,337,000 | 1,751 |
| Mortgage-backed securities | $25,674,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $11,897,000 | 2,133 |
| Issued or guaranteed by U.S. | $11,897,000 | 2,077 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $194,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 2,646 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $13,583,000 | 754 |
| Commercial mortgage pass-through securities | $13,583,000 | 404 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $45,002,000 | 2,617 |
| Total debt securities | $45,003,000 | 2,761 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $40,136,000 | 2,849 |
| U.S. Government securities | $22,058,000 | 2,698 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $22,058,000 | 2,513 |
| Securities issued by states & political subdivisions | $18,078,000 | 2,095 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,316,000 | 1,943 |
| Mortgage-backed securities | $22,058,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $8,349,000 | 2,421 |
| Issued or guaranteed by U.S. | $8,349,000 | 2,351 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $208,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 2,630 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $13,501,000 | 735 |
| Commercial mortgage pass-through securities | $13,501,000 | 394 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $40,136,000 | 2,688 |
| Total debt securities | $40,137,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $39,652,000 | 2,767 |
| U.S. Government securities | $22,804,000 | 2,508 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $22,804,000 | 2,353 |
| Securities issued by states & political subdivisions | $16,848,000 | 2,113 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,981,000 | 1,883 |
| Mortgage-backed securities | $22,804,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $9,277,000 | 2,266 |
| Issued or guaranteed by U.S. | $9,277,000 | 2,198 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $224,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,594 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $13,303,000 | 705 |
| Commercial mortgage pass-through securities | $13,303,000 | 378 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $39,652,000 | 2,593 |
| Total debt securities | $39,652,000 | 2,746 |
| 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 | $38,722,000 | 2,682 |
| U.S. Government securities | $22,879,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $22,879,000 | 2,262 |
| Securities issued by states & political subdivisions | $15,843,000 | 2,146 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,339,000 | 2,187 |
| Mortgage-backed securities | $22,879,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $8,667,000 | 2,216 |
| Issued or guaranteed by U.S. | $8,667,000 | 2,156 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $237,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,604 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $13,975,000 | 645 |
| Commercial mortgage pass-through securities | $13,975,000 | 344 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $38,722,000 | 2,510 |
| Total debt securities | $38,722,000 | 2,658 |
| 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 | $39,552,000 | 2,558 |
| U.S. Government securities | $23,707,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,707,000 | 2,165 |
| Securities issued by states & political subdivisions | $15,845,000 | 2,033 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,970,000 | 2,117 |
| Mortgage-backed securities | $23,707,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $9,237,000 | 2,138 |
| Issued or guaranteed by U.S. | $9,237,000 | 2,074 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $250,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 2,608 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $14,220,000 | 617 |
| Commercial mortgage pass-through securities | $14,220,000 | 328 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $39,552,000 | 2,389 |
| Total debt securities | $39,553,000 | 2,539 |
| 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 | $39,920,000 | 2,506 |
| U.S. Government securities | $24,490,000 | 2,253 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $24,490,000 | 2,139 |
| Securities issued by states & political subdivisions | $15,430,000 | 1,989 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,933,000 | 2,065 |
| Mortgage-backed securities | $24,490,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $10,262,000 | 2,015 |
| Issued or guaranteed by U.S. | $10,262,000 | 1,961 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $263,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 2,622 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $13,965,000 | 607 |
| Commercial mortgage pass-through securities | $13,965,000 | 331 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $39,920,000 | 2,327 |
| Total debt securities | $39,920,000 | 2,476 |
| 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 | $38,679,000 | 2,477 |
| U.S. Government securities | $24,538,000 | 2,256 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $24,538,000 | 2,141 |
| Securities issued by states & political subdivisions | $14,141,000 | 1,965 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,130,000 | 2,001 |
| Mortgage-backed securities | $24,538,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $10,776,000 | 1,963 |
| Issued or guaranteed by U.S. | $10,776,000 | 1,906 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $273,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,617 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $13,489,000 | 616 |
| Commercial mortgage pass-through securities | $13,489,000 | 323 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $38,679,000 | 2,308 |
| Total debt securities | $38,679,000 | 2,457 |
| 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 | $36,882,000 | 2,561 |
| U.S. Government securities | $24,350,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $24,350,000 | 2,188 |
| Securities issued by states & political subdivisions | $12,532,000 | 2,062 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,414,000 | 2,265 |
| Mortgage-backed securities | $24,350,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $11,531,000 | 1,863 |
| Issued or guaranteed by U.S. | $11,531,000 | 1,812 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $277,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,633 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $12,542,000 | 630 |
| Commercial mortgage pass-through securities | $12,542,000 | 344 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $36,882,000 | 2,380 |
| Total debt securities | $36,882,000 | 2,544 |
| 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 | $33,123,000 | 2,737 |
| U.S. Government securities | $23,479,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $23,479,000 | 2,260 |
| Securities issued by states & political subdivisions | $9,644,000 | 2,337 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,742,000 | 2,285 |
| Mortgage-backed securities | $23,479,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $10,737,000 | 1,914 |
| Issued or guaranteed by U.S. | $10,737,000 | 1,858 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $286,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 2,641 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $12,456,000 | 624 |
| Commercial mortgage pass-through securities | $12,456,000 | 351 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $33,123,000 | 2,550 |
| Total debt securities | $33,121,000 | 2,719 |
| 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 | $28,643,000 | 2,971 |
| U.S. Government securities | $20,860,000 | 2,595 |
| U.S. Treasury securities | $999,000 | 1,181 |
| U.S. Government agency obligations | $19,861,000 | 2,508 |
| Securities issued by states & political subdivisions | $7,783,000 | 2,643 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,318,000 | 2,197 |
| Mortgage-backed securities | $16,815,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $16,352,000 | 1,475 |
| Issued or guaranteed by U.S. | $16,352,000 | 1,453 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $463,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 2,561 |
| 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) | $28,643,000 | 2,759 |
| Total debt securities | $28,642,000 | 2,955 |
| 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 | $19,433,000 | 3,555 |
| U.S. Government securities | $14,925,000 | 3,047 |
| U.S. Treasury securities | $1,995,000 | 984 |
| U.S. Government agency obligations | $12,930,000 | 3,055 |
| Securities issued by states & political subdivisions | $4,508,000 | 3,210 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,014,000 | 2,271 |
| Mortgage-backed securities | $8,886,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $8,402,000 | 2,155 |
| Issued or guaranteed by U.S. | $8,402,000 | 2,106 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $484,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 2,570 |
| 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) | $19,433,000 | 3,298 |
| Total debt securities | $19,433,000 | 3,533 |
| 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 | $12,797,000 | 4,056 |
| U.S. Government securities | $8,340,000 | 3,775 |
| U.S. Treasury securities | $1,988,000 | 998 |
| U.S. Government agency obligations | $6,352,000 | 3,873 |
| Securities issued by states & political subdivisions | $4,457,000 | 3,288 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,797,000 | 2,484 |
| Mortgage-backed securities | $5,853,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $5,346,000 | 2,569 |
| Issued or guaranteed by U.S. | $5,346,000 | 2,526 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $507,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 2,563 |
| 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) | $12,797,000 | 3,788 |
| Total debt securities | $12,796,000 | 4,034 |
| 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 | $13,068,000 | 4,076 |
| U.S. Government securities | $8,640,000 | 3,794 |
| U.S. Treasury securities | $1,984,000 | 979 |
| U.S. Government agency obligations | $6,656,000 | 3,879 |
| Securities issued by states & political subdivisions | $4,428,000 | 3,334 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,068,000 | 2,448 |
| Mortgage-backed securities | $6,158,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $5,628,000 | 2,558 |
| Issued or guaranteed by U.S. | $5,628,000 | 2,542 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $530,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 2,552 |
| 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) | $13,068,000 | 3,802 |
| Total debt securities | $13,068,000 | 4,048 |
| 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 | $12,573,000 | 4,190 |
| U.S. Government securities | $8,103,000 | 3,853 |
| U.S. Treasury securities | $991,000 | 1,163 |
| U.S. Government agency obligations | $7,112,000 | 3,821 |
| Securities issued by states & political subdivisions | $4,470,000 | 3,372 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,573,000 | 2,531 |
| Mortgage-backed securities | $6,615,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $6,043,000 | 2,546 |
| Issued or guaranteed by U.S. | $6,043,000 | 2,425 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $572,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,558 |
| 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) | $12,573,000 | 3,915 |
| Total debt securities | $12,573,000 | 4,167 |
| 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 | $12,093,000 | 4,275 |
| U.S. Government securities | $7,048,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,048,000 | 3,896 |
| Securities issued by states & political subdivisions | $5,045,000 | 3,312 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,093,000 | 2,617 |
| Mortgage-backed securities | $7,048,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $6,435,000 | 2,533 |
| Issued or guaranteed by U.S. | $6,435,000 | 2,531 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $613,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,533 |
| 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) | $12,093,000 | 3,991 |
| Total debt securities | $12,092,000 | 4,250 |
| 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 | $15,037,000 | 4,092 |
| U.S. Government securities | $9,519,000 | 3,794 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,519,000 | 3,646 |
| Securities issued by states & political subdivisions | $5,518,000 | 3,299 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,418,000 | 3,196 |
| Mortgage-backed securities | $8,520,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $7,856,000 | 2,374 |
| Issued or guaranteed by U.S. | $7,856,000 | 2,371 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $664,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,497 |
| 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) | $15,037,000 | 3,813 |
| Total debt securities | $15,038,000 | 4,070 |
| 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 | $16,291,000 | 4,042 |
| U.S. Government securities | $10,730,000 | 3,662 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,730,000 | 3,517 |
| Securities issued by states & political subdivisions | $5,561,000 | 3,330 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,706,000 | 3,207 |
| Mortgage-backed securities | $9,731,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $9,001,000 | 2,271 |
| Issued or guaranteed by U.S. | $9,001,000 | 2,270 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $730,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $730,000 | 2,481 |
| 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) | $16,291,000 | 3,747 |
| Total debt securities | $16,291,000 | 4,016 |
| 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 | $19,825,000 | 3,822 |
| U.S. Government securities | $14,243,000 | 3,355 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,243,000 | 3,233 |
| Securities issued by states & political subdivisions | $5,582,000 | 3,358 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,667,000 | 2,829 |
| Mortgage-backed securities | $13,244,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $12,450,000 | 1,980 |
| Issued or guaranteed by U.S. | $12,450,000 | 1,979 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $794,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $794,000 | 2,467 |
| 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) | $19,825,000 | 3,530 |
| Total debt securities | $19,825,000 | 3,797 |
| 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 | $20,494,000 | 3,811 |
| U.S. Government securities | $14,987,000 | 3,327 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,987,000 | 3,202 |
| Securities issued by states & political subdivisions | $5,507,000 | 3,405 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,043,000 | 2,832 |
| Mortgage-backed securities | $13,988,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $13,143,000 | 1,956 |
| Issued or guaranteed by U.S. | $13,143,000 | 1,956 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $845,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 2,482 |
| 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) | $20,494,000 | 3,511 |
| Total debt securities | $20,494,000 | 3,788 |
| 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 | $21,643,000 | 3,759 |
| U.S. Government securities | $15,784,000 | 3,236 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,784,000 | 3,113 |
| Securities issued by states & political subdivisions | $5,859,000 | 3,363 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,209,000 | 2,146 |
| Mortgage-backed securities | $14,787,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $13,882,000 | 1,910 |
| Issued or guaranteed by U.S. | $13,882,000 | 1,908 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $905,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $905,000 | 2,461 |
| 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) | $21,643,000 | 3,447 |
| Total debt securities | $21,643,000 | 3,730 |
| 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 | $21,461,000 | 3,762 |
| U.S. Government securities | $14,881,000 | 3,318 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,881,000 | 3,200 |
| Securities issued by states & political subdivisions | $6,580,000 | 3,273 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,016,000 | 2,036 |
| Mortgage-backed securities | $13,878,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $12,877,000 | 1,999 |
| Issued or guaranteed by U.S. | $12,877,000 | 1,999 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,001,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 2,447 |
| 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) | $21,461,000 | 3,459 |
| Total debt securities | $21,461,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $22,284,000 | 3,774 |
| U.S. Government securities | $15,680,000 | 3,329 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,680,000 | 3,211 |
| Securities issued by states & political subdivisions | $6,604,000 | 3,288 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,867,000 | 2,020 |
| Mortgage-backed securities | $14,677,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $13,586,000 | 1,970 |
| Issued or guaranteed by U.S. | $13,586,000 | 1,966 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,091,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,433 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $22,284,000 | 3,469 |
| Total debt securities | $22,284,000 | 3,744 |
| 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 | $27,304,000 | 3,498 |
| U.S. Government securities | $20,763,000 | 2,985 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,763,000 | 2,873 |
| Securities issued by states & political subdivisions | $6,541,000 | 3,270 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,897,000 | 2,098 |
| Mortgage-backed securities | $19,761,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $18,477,000 | 1,633 |
| Issued or guaranteed by U.S. | $18,477,000 | 1,632 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,284,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,284,000 | 2,368 |
| 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) | $27,304,000 | 3,207 |
| Total debt securities | $27,304,000 | 3,471 |
| 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 | $20,896,000 | 3,956 |
| U.S. Government securities | $16,602,000 | 3,375 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,602,000 | 3,257 |
| Securities issued by states & political subdivisions | $4,294,000 | 3,723 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,787,000 | 2,114 |
| Mortgage-backed securities | $16,602,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $15,224,000 | 1,856 |
| Issued or guaranteed by U.S. | $15,224,000 | 1,854 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,378,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 2,371 |
| 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) | $20,896,000 | 3,620 |
| Total debt securities | $20,896,000 | 3,931 |
| 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 | $23,153,000 | 3,867 |
| U.S. Government securities | $18,847,000 | 3,230 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,847,000 | 3,122 |
| Securities issued by states & political subdivisions | $4,306,000 | 3,749 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,437,000 | 2,022 |
| Mortgage-backed securities | $17,846,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $16,336,000 | 1,787 |
| Issued or guaranteed by U.S. | $16,336,000 | 1,787 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,510,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 2,348 |
| 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) | $23,153,000 | 3,535 |
| Total debt securities | $23,153,000 | 3,841 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,001,000 | 1,157 |
| 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 | $25,357,000 | 3,766 |
| U.S. Government securities | $21,061,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $21,061,000 | 3,035 |
| Securities issued by states & political subdivisions | $4,296,000 | 3,765 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,756,000 | 2,368 |
| Mortgage-backed securities | $19,071,000 | 2,214 |
| Certificates of participation in pools of residential mortgages | $17,425,000 | 1,780 |
| Issued or guaranteed by U.S. | $17,425,000 | 1,779 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,646,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,646,000 | 2,365 |
| 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) | $25,357,000 | 3,447 |
| Total debt securities | $25,357,000 | 3,747 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,990,000 | 972 |
| 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 | $27,778,000 | 3,660 |
| U.S. Government securities | $22,664,000 | 3,074 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,664,000 | 2,985 |
| Securities issued by states & political subdivisions | $5,114,000 | 3,594 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,121,000 | 1,871 |
| Mortgage-backed securities | $20,663,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $18,823,000 | 1,721 |
| Issued or guaranteed by U.S. | $18,823,000 | 1,719 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,840,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,840,000 | 2,340 |
| 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) | $27,778,000 | 3,346 |
| Total debt securities | $27,778,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 987 |
| Fair value | $2,001,000 | 1,023 |
| 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 | $35,924,000 | 3,213 |
| U.S. Government securities | $27,879,000 | 2,746 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $27,879,000 | 2,654 |
| Securities issued by states & political subdivisions | $8,045,000 | 3,119 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,121,000 | 1,868 |
| Mortgage-backed securities | $21,015,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $19,026,000 | 1,734 |
| Issued or guaranteed by U.S. | $19,026,000 | 1,731 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,989,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $1,989,000 | 2,338 |
| 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) | $35,924,000 | 2,932 |
| Total debt securities | $35,924,000 | 3,191 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $989,000 | 1,527 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $37,032,000 | 3,230 |
| U.S. Government securities | $28,966,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,966,000 | 2,674 |
| Securities issued by states & political subdivisions | $8,066,000 | 3,157 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,655,000 | 1,796 |
| Mortgage-backed securities | $21,816,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $19,675,000 | 1,754 |
| Issued or guaranteed by U.S. | $19,675,000 | 1,754 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,141,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $2,141,000 | 2,327 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $37,032,000 | 2,945 |
| Total debt securities | $37,032,000 | 3,205 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $974,000 | 1,653 |
| 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 | $40,054,000 | 3,115 |
| U.S. Government securities | $30,765,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $30,765,000 | 2,615 |
| Securities issued by states & political subdivisions | $9,289,000 | 2,998 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,382,000 | 1,763 |
| Mortgage-backed securities | $22,515,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $20,191,000 | 1,762 |
| Issued or guaranteed by U.S. | $20,191,000 | 1,761 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,324,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 2,313 |
| 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) | $40,054,000 | 2,824 |
| Total debt securities | $40,054,000 | 3,088 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $979,000 | 1,670 |
| 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 | $45,306,000 | 2,883 |
| U.S. Government securities | $35,604,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $35,604,000 | 2,397 |
| Securities issued by states & political subdivisions | $9,702,000 | 2,948 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,506,000 | 1,643 |
| Mortgage-backed securities | $21,907,000 | 2,220 |
| Certificates of participation in pools of residential mortgages | $19,408,000 | 1,799 |
| Issued or guaranteed by U.S. | $19,408,000 | 1,798 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,499,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $2,499,000 | 2,259 |
| 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) | $45,306,000 | 2,629 |
| Total debt securities | $45,306,000 | 2,853 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $957,000 | 1,713 |
| 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 | $49,853,000 | 2,693 |
| U.S. Government securities | $39,682,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,682,000 | 2,195 |
| Securities issued by states & political subdivisions | $10,171,000 | 2,865 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,506,000 | 1,973 |
| Mortgage-backed securities | $23,620,000 | 2,142 |
| Certificates of participation in pools of residential mortgages | $20,620,000 | 1,723 |
| Issued or guaranteed by U.S. | $20,620,000 | 1,722 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,000,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 2,118 |
| 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) | $49,853,000 | 2,447 |
| Total debt securities | $49,853,000 | 2,670 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $935,000 | 1,713 |
| 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 | $52,851,000 | 2,590 |
| U.S. Government securities | $42,243,000 | 2,170 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $42,243,000 | 2,113 |
| Securities issued by states & political subdivisions | $10,608,000 | 2,816 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,078,000 | 2,028 |
| Mortgage-backed securities | $25,312,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $22,042,000 | 1,658 |
| Issued or guaranteed by U.S. | $22,042,000 | 1,655 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,270,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $3,270,000 | 2,084 |
| 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) | $52,851,000 | 2,348 |
| Total debt securities | $52,851,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $961,000 | 1,691 |
| 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 | $46,582,000 | 2,823 |
| U.S. Government securities | $36,048,000 | 2,440 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $36,048,000 | 2,374 |
| Securities issued by states & political subdivisions | $10,534,000 | 2,812 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,442,000 | 1,934 |
| Mortgage-backed securities | $20,463,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $16,816,000 | 2,003 |
| Issued or guaranteed by U.S. | $16,816,000 | 2,001 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,647,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $3,647,000 | 2,046 |
| 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) | $46,582,000 | 2,592 |
| Total debt securities | $46,582,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $960,000 | 1,693 |
| 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 | $44,256,000 | 2,939 |
| U.S. Government securities | $33,474,000 | 2,602 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,474,000 | 2,542 |
| Securities issued by states & political subdivisions | $10,782,000 | 2,752 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,795,000 | 2,126 |
| Mortgage-backed securities | $19,645,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $15,439,000 | 2,132 |
| Issued or guaranteed by U.S. | $15,439,000 | 2,131 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,206,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $4,206,000 | 2,012 |
| 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) | $44,256,000 | 2,726 |
| Total debt securities | $44,256,000 | 2,913 |
| 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 | $43,278,000 | 2,952 |
| U.S. Government securities | $33,592,000 | 2,547 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $33,592,000 | 2,486 |
| Securities issued by states & political subdivisions | $9,686,000 | 2,894 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,541,000 | 2,114 |
| Mortgage-backed securities | $20,805,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $16,058,000 | 2,064 |
| Issued or guaranteed by U.S. | $16,058,000 | 2,062 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,747,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $4,747,000 | 1,984 |
| 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) | $43,278,000 | 2,730 |
| Total debt securities | $43,278,000 | 2,923 |
| 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 | $44,919,000 | 2,895 |
| U.S. Government securities | $34,002,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $34,002,000 | 2,531 |
| Securities issued by states & political subdivisions | $10,917,000 | 2,674 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,979,000 | 2,032 |
| Mortgage-backed securities | $23,427,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $18,177,000 | 1,985 |
| Issued or guaranteed by U.S. | $18,177,000 | 1,984 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,250,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $5,250,000 | 1,978 |
| 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) | $44,919,000 | 2,669 |
| Total debt securities | $44,919,000 | 2,872 |
| 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 | $47,401,000 | 2,797 |
| U.S. Government securities | $36,008,000 | 2,509 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,008,000 | 2,459 |
| Securities issued by states & political subdivisions | $11,393,000 | 2,551 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,015,000 | 2,605 |
| Mortgage-backed securities | $26,310,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $20,538,000 | 1,847 |
| Issued or guaranteed by U.S. | $20,538,000 | 1,846 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,772,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $5,772,000 | 1,910 |
| 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) | $47,401,000 | 2,572 |
| Total debt securities | $47,401,000 | 2,773 |
| 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 | $40,261,000 | 3,141 |
| U.S. Government securities | $28,644,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,644,000 | 2,920 |
| Securities issued by states & political subdivisions | $11,617,000 | 2,446 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,414,000 | 2,480 |
| Mortgage-backed securities | $28,644,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $22,416,000 | 1,727 |
| Issued or guaranteed by U.S. | $22,416,000 | 1,724 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,228,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $6,228,000 | 1,869 |
| 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) | $40,261,000 | 2,893 |
| Total debt securities | $40,261,000 | 3,110 |
| 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 | $36,826,000 | 3,237 |
| U.S. Government securities | $25,318,000 | 3,146 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,318,000 | 3,072 |
| Securities issued by states & political subdivisions | $11,508,000 | 2,429 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,854,000 | 2,827 |
| Mortgage-backed securities | $25,318,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $18,668,000 | 1,875 |
| Issued or guaranteed by U.S. | $18,668,000 | 1,874 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,650,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $6,650,000 | 1,726 |
| 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) | $36,826,000 | 2,973 |
| Total debt securities | $36,826,000 | 3,214 |
| 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 | $32,619,000 | 3,428 |
| U.S. Government securities | $20,116,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,116,000 | 3,489 |
| Securities issued by states & political subdivisions | $12,503,000 | 2,245 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,117,000 | 2,645 |
| Mortgage-backed securities | $20,116,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $9,551,000 | 2,724 |
| Issued or guaranteed by U.S. | $9,551,000 | 2,720 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,565,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $10,565,000 | 1,374 |
| 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) | $32,619,000 | 3,140 |
| Total debt securities | $32,619,000 | 3,391 |
| 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 | $30,972,000 | 3,569 |
| U.S. Government securities | $22,337,000 | 3,410 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,337,000 | 3,318 |
| Securities issued by states & political subdivisions | $8,635,000 | 2,727 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $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 | $14,776,000 | 2,611 |
| Mortgage-backed securities | $18,829,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $7,954,000 | 2,916 |
| Issued or guaranteed by U.S. | $7,954,000 | 2,910 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,875,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $10,875,000 | 1,318 |
| 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) | $30,972,000 | 3,273 |
| Total debt securities | $30,972,000 | 3,542 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,002,000 | 2,498 |
| 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 | $19,072,000 | 4,654 |
| U.S. Government securities | $10,888,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,888,000 | 4,755 |
| Securities issued by states & political subdivisions | $8,184,000 | 2,769 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $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 | $7,084,000 | 3,739 |
| Mortgage-backed securities | $8,895,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $7,924,000 | 2,875 |
| Issued or guaranteed by U.S. | $7,924,000 | 2,868 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $971,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 2,775 |
| 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) | $19,072,000 | 4,255 |
| Total debt securities | $19,072,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $1,993,000 | 2,038 |
| 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 | $18,733,000 | 4,555 |
| U.S. Government securities | $10,731,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,731,000 | 4,621 |
| Securities issued by states & political subdivisions | $8,002,000 | 2,795 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $5,601,000 | 4,035 |
| Mortgage-backed securities | $8,728,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $7,693,000 | 2,806 |
| Issued or guaranteed by U.S. | $7,693,000 | 2,797 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,035,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $1,035,000 | 2,700 |
| 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) | $18,733,000 | 4,172 |
| Total debt securities | $18,733,000 | 4,518 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,000,000 | 2,405 |
| 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 | $16,324,000 | 4,803 |
| U.S. Government securities | $8,432,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,432,000 | 5,015 |
| Securities issued by states & political subdivisions | $7,892,000 | 2,729 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $8,219,000 | 3,519 |
| Mortgage-backed securities | $5,400,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $4,711,000 | 3,404 |
| Issued or guaranteed by U.S. | $4,711,000 | 3,398 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $689,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,870 |
| 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) | $16,324,000 | 4,396 |
| Total debt securities | $16,324,000 | 4,763 |
| 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 | $16,649,000 | 4,792 |
| U.S. Government securities | $9,110,000 | 5,107 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,110,000 | 4,993 |
| Securities issued by states & political subdivisions | $7,539,000 | 2,676 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $8,856,000 | 3,455 |
| Mortgage-backed securities | $6,046,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $5,316,000 | 3,280 |
| Issued or guaranteed by U.S. | $5,316,000 | 3,273 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $730,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $730,000 | 2,747 |
| 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) | $16,649,000 | 4,374 |
| Total debt securities | $16,649,000 | 4,753 |
| 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 | $17,685,000 | 4,710 |
| U.S. Government securities | $10,176,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,176,000 | 4,865 |
| Securities issued by states & political subdivisions | $7,509,000 | 2,662 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $9,891,000 | 3,343 |
| Mortgage-backed securities | $7,100,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $6,323,000 | 3,158 |
| Issued or guaranteed by U.S. | $6,323,000 | 3,150 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $777,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $777,000 | 2,682 |
| 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) | $17,685,000 | 4,286 |
| Total debt securities | $17,685,000 | 4,665 |
| 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 | $18,538,000 | 4,563 |
| U.S. Government securities | $11,012,000 | 4,789 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,012,000 | 4,688 |
| Securities issued by states & political subdivisions | $7,526,000 | 2,659 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $9,053,000 | 3,499 |
| Mortgage-backed securities | $7,988,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $7,164,000 | 3,044 |
| Issued or guaranteed by U.S. | $7,164,000 | 3,036 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $824,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,643 |
| 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) | $18,538,000 | 4,155 |
| Total debt securities | $18,538,000 | 4,526 |
| 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 | $20,404,000 | 4,390 |
| U.S. Government securities | $12,591,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,591,000 | 4,425 |
| Securities issued by states & political subdivisions | $7,813,000 | 2,617 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,376,000 | 3,289 |
| Mortgage-backed securities | $9,494,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $8,628,000 | 2,856 |
| Issued or guaranteed by U.S. | $8,628,000 | 2,844 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $866,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,611 |
| 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) | $20,404,000 | 3,970 |
| Total debt securities | $20,404,000 | 4,352 |
| 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 | $21,078,000 | 4,314 |
| U.S. Government securities | $13,847,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,847,000 | 4,211 |
| Securities issued by states & political subdivisions | $7,231,000 | 2,681 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,202,000 | 4,645 |
| Mortgage-backed securities | $8,872,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $7,960,000 | 3,045 |
| Issued or guaranteed by U.S. | $7,960,000 | 3,033 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $912,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 2,577 |
| 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) | $21,078,000 | 3,881 |
| Total debt securities | $21,078,000 | 4,274 |
| 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 | $22,357,000 | 4,155 |
| U.S. Government securities | $15,157,000 | 4,164 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,157,000 | 4,081 |
| Securities issued by states & political subdivisions | $7,200,000 | 2,625 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| 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 | $3,625,000 | 4,947 |
| Mortgage-backed securities | $10,126,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $9,145,000 | 2,906 |
| Issued or guaranteed by U.S. | $9,145,000 | 2,891 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $981,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,570 |
| 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) | $22,357,000 | 3,731 |
| Total debt securities | $22,357,000 | 4,120 |
| 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 | $23,235,000 | 4,060 |
| U.S. Government securities | $16,412,000 | 4,040 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,412,000 | 3,968 |
| Securities issued by states & political subdivisions | $6,823,000 | 2,655 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $670,000 | 6,192 |
| Mortgage-backed securities | $10,203,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $8,719,000 | 2,917 |
| Issued or guaranteed by U.S. | $8,719,000 | 2,903 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,484,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 2,292 |
| 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) | $23,235,000 | 3,631 |
| Total debt securities | $23,235,000 | 4,023 |
| 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 | $21,536,000 | 4,199 |
| U.S. Government securities | $14,186,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,186,000 | 4,250 |
| Securities issued by states & political subdivisions | $7,350,000 | 2,541 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,954,000 | 2,639 |
| Mortgage-backed securities | $6,163,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $5,474,000 | 3,515 |
| Issued or guaranteed by U.S. | $5,474,000 | 3,502 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $689,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,635 |
| 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) | $21,536,000 | 3,734 |
| Total debt securities | $21,536,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $25,636,000 | 3,815 |
| U.S. Government securities | $18,239,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,239,000 | 3,698 |
| Securities issued by states & political subdivisions | $7,397,000 | 2,557 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,944,000 | 2,587 |
| Mortgage-backed securities | $7,835,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $7,115,000 | 3,126 |
| Issued or guaranteed by U.S. | $7,115,000 | 3,112 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $720,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,634 |
| 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) | $25,636,000 | 3,401 |
| Total debt securities | $25,636,000 | 3,770 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $27,275,000 | 3,668 |
| U.S. Government securities | $20,460,000 | 3,460 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,460,000 | 3,398 |
| Securities issued by states & political subdivisions | $6,815,000 | 2,684 |
| 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 | $20,185,000 | 2,187 |
| Mortgage-backed securities | $8,770,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $7,970,000 | 2,864 |
| Issued or guaranteed by U.S. | $7,970,000 | 2,853 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $800,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $800,000 | 2,569 |
| 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) | $27,275,000 | 3,281 |
| Total debt securities | $27,275,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $30,504,000 | 3,409 |
| U.S. Government securities | $23,928,000 | 3,171 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $23,928,000 | 3,102 |
| Securities issued by states & political subdivisions | $6,576,000 | 2,716 |
| 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 | $20,398,000 | 2,182 |
| Mortgage-backed securities | $7,364,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $6,545,000 | 2,868 |
| Issued or guaranteed by U.S. | $6,545,000 | 2,854 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $819,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,458 |
| 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) | $30,504,000 | 3,013 |
| Total debt securities | $30,504,000 | 3,362 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $25,803,000 | 3,800 |
| U.S. Government securities | $23,262,000 | 3,253 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,262,000 | 3,189 |
| Securities issued by states & political subdivisions | $2,541,000 | 4,000 |
| 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 | $17,483,000 | 2,418 |
| Mortgage-backed securities | $7,738,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $6,893,000 | 2,630 |
| Issued or guaranteed by U.S. | $6,893,000 | 2,618 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $845,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 2,397 |
| 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) | $25,803,000 | 3,352 |
| Total debt securities | $25,803,000 | 3,747 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,652 |
| Fair value | $1,100,000 | 1,654 |
| 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 | $20,922,000 | 4,360 |
| U.S. Government securities | $20,654,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,654,000 | 3,479 |
| Securities issued by states & political subdivisions | $268,000 | 5,665 |
| 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 | $17,689,000 | 2,388 |
| Mortgage-backed securities | $8,279,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $7,394,000 | 2,468 |
| Issued or guaranteed by U.S. | $7,394,000 | 2,456 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $885,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $885,000 | 2,354 |
| 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) | $20,922,000 | 3,838 |
| Total debt securities | $20,922,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,734 |
| Fair value | $1,098,000 | 1,730 |
| 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 | $23,723,000 | 4,018 |
| U.S. Government securities | $23,447,000 | 3,272 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $23,447,000 | 3,182 |
| Securities issued by states & political subdivisions | $276,000 | 5,707 |
| 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 | $19,693,000 | 2,226 |
| Mortgage-backed securities | $9,031,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $8,078,000 | 2,342 |
| Issued or guaranteed by U.S. | $8,078,000 | 2,333 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $953,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $953,000 | 2,305 |
| 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) | $23,723,000 | 3,533 |
| Total debt securities | $23,723,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,810 |
| Fair value | $1,097,000 | 1,811 |
| 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 | $28,235,000 | 3,616 |
| U.S. Government securities | $27,959,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $27,959,000 | 2,811 |
| Securities issued by states & political subdivisions | $276,000 | 5,752 |
| 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 | $20,657,000 | 2,145 |
| Mortgage-backed securities | $10,581,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $9,581,000 | 2,136 |
| Issued or guaranteed by U.S. | $9,581,000 | 2,124 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,000,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,239 |
| 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) | $28,235,000 | 3,162 |
| Total debt securities | $28,235,000 | 3,566 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,909 |
| Fair value | $1,096,000 | 1,908 |
| 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 | $28,589,000 | 3,618 |
| U.S. Government securities | $28,313,000 | 2,897 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $28,313,000 | 2,819 |
| Securities issued by states & political subdivisions | $276,000 | 5,810 |
| 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 | $20,690,000 | 2,140 |
| Mortgage-backed securities | $11,035,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $9,989,000 | 2,102 |
| Issued or guaranteed by U.S. | $9,989,000 | 2,089 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,046,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,172 |
| 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) | $28,589,000 | 3,149 |
| Total debt securities | $28,589,000 | 3,569 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,015 |
| Fair value | $1,093,000 | 2,017 |
| 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 | $28,810,000 | 3,589 |
| U.S. Government securities | $28,810,000 | 2,847 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,810,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $24,854,000 | 1,803 |
| Mortgage-backed securities | $11,673,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $10,572,000 | 2,033 |
| Issued or guaranteed by U.S. | $10,572,000 | 2,023 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,101,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,145 |
| 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) | $28,810,000 | 3,122 |
| Total debt securities | $28,810,000 | 3,536 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,068 |
| Fair value | $1,089,000 | 2,067 |
| 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 | $29,602,000 | 3,591 |
| U.S. Government securities | $29,602,000 | 2,841 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $29,602,000 | 2,748 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $25,231,000 | 1,788 |
| Mortgage-backed securities | $12,375,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $11,201,000 | 2,007 |
| Issued or guaranteed by U.S. | $11,201,000 | 1,995 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,174,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $1,174,000 | 2,109 |
| 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) | $29,602,000 | 3,115 |
| Total debt securities | $29,602,000 | 3,530 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 1,521 |
| Fair value | $2,093,000 | 1,517 |
| 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 | $31,480,000 | 3,429 |
| U.S. Government securities | $31,480,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $31,480,000 | 2,590 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $18,848,000 | 2,236 |
| Mortgage-backed securities | $13,185,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $11,936,000 | 1,943 |
| Issued or guaranteed by U.S. | $11,936,000 | 1,931 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,249,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,090 |
| 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) | $31,480,000 | 2,968 |
| Total debt securities | $31,483,000 | 3,369 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 1,514 |
| Fair value | $2,094,000 | 1,509 |
| 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 | $28,225,000 | 3,700 |
| U.S. Government securities | $28,225,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $28,225,000 | 2,805 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,204,000 | 2,836 |
| Mortgage-backed securities | $11,880,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $10,512,000 | 2,132 |
| Issued or guaranteed by U.S. | $10,512,000 | 2,120 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,368,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,368,000 | 2,059 |
| 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) | $28,225,000 | 3,198 |
| Total debt securities | $28,225,000 | 3,645 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $1,000,000 | 2,037 |
| 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 | $25,946,000 | 3,950 |
| U.S. Government securities | $25,946,000 | 3,132 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,946,000 | 3,021 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,562,000 | 2,793 |
| Mortgage-backed securities | $13,018,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $11,549,000 | 2,083 |
| Issued or guaranteed by U.S. | $11,549,000 | 2,072 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,469,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $1,469,000 | 2,071 |
| 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) | $25,946,000 | 3,419 |
| Total debt securities | $25,946,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,500,000 | 1,779 |
| 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 | $22,830,000 | 4,355 |
| U.S. Government securities | $22,830,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,830,000 | 3,406 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,029,000 | 2,861 |
| Mortgage-backed securities | $13,943,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $12,384,000 | 2,035 |
| Issued or guaranteed by U.S. | $12,384,000 | 2,024 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,559,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,559,000 | 2,081 |
| 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) | $22,830,000 | 3,773 |
| Total debt securities | $22,830,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $495,000 | 2,566 |
| 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 | $21,854,000 | 4,492 |
| U.S. Government securities | $21,854,000 | 3,652 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,854,000 | 3,525 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,683,000 | 2,744 |
| Mortgage-backed securities | $14,897,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $13,447,000 | 1,953 |
| Issued or guaranteed by U.S. | $13,447,000 | 1,945 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,450,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 2,194 |
| 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) | $21,854,000 | 3,904 |
| Total debt securities | $21,854,000 | 4,423 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $23,377,000 | 4,298 |
| U.S. Government securities | $23,377,000 | 3,453 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,377,000 | 3,327 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,818,000 | 2,681 |
| Mortgage-backed securities | $16,096,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $14,562,000 | 1,881 |
| Issued or guaranteed by U.S. | $14,562,000 | 1,873 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,534,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 2,155 |
| 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) | $23,377,000 | 3,721 |
| Total debt securities | $23,377,000 | 4,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $21,996,000 | 4,529 |
| U.S. Government securities | $21,996,000 | 3,681 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $21,996,000 | 3,548 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,241,000 | 2,745 |
| Mortgage-backed securities | $17,061,000 | 2,176 |
| Certificates of participation in pools of residential mortgages | $15,500,000 | 1,821 |
| Issued or guaranteed by U.S. | $15,500,000 | 1,812 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,561,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,561,000 | 2,202 |
| 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) | $21,996,000 | 3,928 |
| Total debt securities | $21,996,000 | 4,457 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $23,280,000 | 4,355 |
| U.S. Government securities | $23,280,000 | 3,463 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,280,000 | 3,342 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,456,000 | 2,573 |
| Mortgage-backed securities | $20,266,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $18,496,000 | 1,632 |
| Issued or guaranteed by U.S. | $18,496,000 | 1,621 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,770,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $1,770,000 | 2,175 |
| 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) | $23,280,000 | 3,780 |
| Total debt securities | $23,280,000 | 4,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $25,573,000 | 4,146 |
| U.S. Government securities | $25,573,000 | 3,281 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $25,573,000 | 3,163 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,745,000 | 2,715 |
| Mortgage-backed securities | $22,082,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $20,231,000 | 1,529 |
| Issued or guaranteed by U.S. | $20,231,000 | 1,518 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,851,000 | 2,371 |
| CMOs issued by government agencies or sponsored agencies | $1,851,000 | 2,246 |
| 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) | $25,573,000 | 3,578 |
| Total debt securities | $25,573,000 | 4,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $25,135,000 | 4,130 |
| U.S. Government securities | $25,135,000 | 3,237 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,135,000 | 3,114 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,894,000 | 2,747 |
| Mortgage-backed securities | $23,112,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $21,110,000 | 1,472 |
| Issued or guaranteed by U.S. | $21,110,000 | 1,466 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,002,000 | 2,327 |
| CMOs issued by government agencies or sponsored agencies | $2,002,000 | 2,199 |
| 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) | $25,135,000 | 3,565 |
| Total debt securities | $25,135,000 | 4,040 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $22,707,000 | 4,315 |
| U.S. Government securities | $22,707,000 | 3,381 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $22,707,000 | 3,252 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,136,000 | 2,695 |
| Mortgage-backed securities | $21,175,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $18,596,000 | 1,597 |
| Issued or guaranteed by U.S. | $18,596,000 | 1,588 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,579,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $2,579,000 | 2,168 |
| 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) | $22,707,000 | 3,740 |
| Total debt securities | $22,707,000 | 4,234 |
| 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 | $23,142,000 | 4,260 |
| U.S. Government securities | $23,142,000 | 3,327 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $23,142,000 | 3,175 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,852,000 | 2,590 |
| Mortgage-backed securities | $20,103,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $19,238,000 | 1,534 |
| Issued or guaranteed by U.S. | $19,238,000 | 1,527 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $865,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $865,000 | 3,082 |
| 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) | $23,142,000 | 3,658 |
| Total debt securities | $23,142,000 | 4,171 |
| 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 | $30,806,000 | 3,460 |
| U.S. Government securities | $30,806,000 | 2,648 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $30,806,000 | 2,536 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,524,000 | 2,135 |
| Mortgage-backed securities | $23,268,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $22,117,000 | 1,355 |
| Issued or guaranteed by U.S. | $22,117,000 | 1,351 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,151,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $1,151,000 | 2,889 |
| 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) | $30,806,000 | 2,952 |
| Total debt securities | $30,806,000 | 3,381 |
| 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 | $18,593,000 | 4,744 |
| U.S. Government securities | $18,593,000 | 3,728 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,593,000 | 3,546 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,267,000 | 3,357 |
| Mortgage-backed securities | $5,836,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $4,504,000 | 3,297 |
| Issued or guaranteed by U.S. | $4,504,000 | 3,281 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,332,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $1,332,000 | 2,914 |
| 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) | $18,593,000 | 4,026 |
| Total debt securities | $18,593,000 | 4,657 |
| 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 | $15,869,000 | 5,392 |
| U.S. Government securities | $15,827,000 | 4,357 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,827,000 | 4,057 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $42,000 | 7,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,469,000 | 4,459 |
| Mortgage-backed securities | $858,000 | 5,681 |
| Certificates of participation in pools of residential mortgages | $858,000 | 4,950 |
| Issued or guaranteed by U.S. | $858,000 | 4,935 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,869,000 | 4,450 |
| Total debt securities | $15,827,000 | 5,269 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,492,000 | 8,854 |
| U.S. Government securities | $4,492,000 | 8,269 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,492,000 | 7,761 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,492,000 | 7,589 |
| Total debt securities | $4,492,000 | 8,744 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |